-79.1%
CDE vs FE
+561.4%
-640.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +0.5% | +1.9% | -1.4% | -0.2% |
| 30D | +21.9% | -1.2% | +23.0% | +22.5% |
| 3M | +14.9% | +3.5% | +11.4% | +13.2% |
| 6M | -10.5% | -6.1% | -4.4% | -8.5% |
| YTD | +19.3% | +7.6% | +11.6% | +15.5% |
| 1Y | +50.8% | +11.9% | +38.9% | +43.7% |
| 3Y | +782.3% | +48.4% | +733.9% | +646.8% |
| 5Y | +191.7% | +44.8% | +146.9% | +150.7% |
| 10Y | +57.6% | +115.9% | -58.3% | +13.4% |
| All | -79.1% | +561.4% | -640.6% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling